I have 2001 saturn sl2 i changed my ignition luck

Have you checked the fuel injectors? Fuel filter? Fuel pump? Sounds to me like you have a fuel delivery problem.

Try the following: remove the airbox and spray some starter fluid into the throttle body while someone else cranks the motor. If it starts for a second and dies, then you KNOW you have a fuel delivery problem. If it doesn't change and still won't start, then the problem is either a bad sensor somewhere (crank position sensor, maybe?) or no compression.

Blue smoke is usually bad rings. But in the meantime, try changing your oil, see if that helps.

SOUNDS LIKE YOUR CATALYTIC CONVERTER IS DYING

No relay involved , a dead short to ground on that electrical circuit ,ignition switch . Do you know how to test for a short ?
How to Diagnose and Find Short Circuit or Wire in Your Car

bad idle air control valve or a misfire,could be alot need more info

your tumbles are going bad so you are going to have to change the ignition switch
Thank you

If you have not changed the fuel filter, that may be your problem. Try changing the fuel filter once a year to keep your fuel system clean and running right. 
Hope this helps and good luck.

Saturn says and I quote

there transmission fluid is not to be changed after the first change at 6000 miles.

Now I say it should be changed at every 30000 miles. If changing out the fluid doesn't work then you need to go to a transmission repair shop.

changed sprak plugs and spark plug wires.

Try pulling the engine coolant temp sensor, They often crack not sure why but the ceramic tip cracks makes the car hard to start, the car's idle may race while shifting gears, and often smokes. The sensor is on the right side of the engine when looking at it on the head. Easy to change and get too